Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 20,000 | 20,000 | 20,000 | 8,991 | 69,524 CHF | 31,336 CHF | 97.73% | 97.73% |
13/05/2024 | 0.28% | 3.47 CHF | 3.48 CHF | 20,000 | 20,000 | 20,000 | 9,016 | 70,644 CHF | 31,699 CHF | 97.66% | 97.66% |
10/05/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 20,000 | 20,000 | 20,000 | 8,881 | 69,558 CHF | 30,977 CHF | 98.55% | 98.55% |
08/05/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 20,000 | 20,000 | 20,000 | 8,941 | 68,425 CHF | 30,668 CHF | 99.29% | 99.29% |
07/05/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 20,000 | 20,000 | 20,000 | 8,932 | 69,336 CHF | 31,031 CHF | 99.53% | 99.53% |
06/05/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 20,000 | 20,000 | 20,000 | 8,937 | 67,458 CHF | 30,234 CHF | 99.56% | 99.56% |
03/05/2024 | 0.31% | 3.32 CHF | 3.33 CHF | 20,000 | 20,000 | 20,000 | 8,941 | 64,980 CHF | 29,368 CHF | 99.42% | 99.42% |
02/05/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 20,000 | 20,000 | 20,000 | 8,929 | 64,320 CHF | 28,741 CHF | 99.52% | 99.52% |
30/04/2024 | 0.30% | 3.22 CHF | 3.23 CHF | 20,000 | 20,000 | 20,000 | 8,936 | 65,507 CHF | 29,283 CHF | 99.59% | 99.59% |
29/04/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 20,000 | 20,000 | 20,000 | 8,949 | 67,254 CHF | 29,934 CHF | 99.01% | 99.01% |